A self tuning model for risk estimation

Expert Systems with Applications

Volumn 34, Issue 3, 2008, Pages 1692-1697

  Elliott, Robert J ^a   Filinkov, Alexei ^b  

^a UNIVERSITY OF CALGARY   (Canada)

^b UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Estimation; Hidden markov models; Risk

Indexed keywords

HIDDEN MARKOV MODELS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

CREDIT RATINGS; CREDIT SCORING; CREDIT SCORING MODELS;

RISK ASSESSMENT;

EID: 37449005382     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2007.01.044     Document Type: Article

References (7)

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4. Hand D.J. Construction and assessment of classification rules (1997), Wiley, Chichester, UK
5. Lewis E.M. An introduction to credit scoring (1992), Athena Press, San Rafael, US
6. Thomas L.C., Edelman D.B., and Crook J.N. Credit scoring and its applications (2002), SIAM, Philadelphia, US
7. Thomas L.C., Jung K.M., Thomas S.D., and Wu Y. Modeling consumer acceptance probabilities. Expert Systems with Applications 30 (2006) 499-506